+107.5%
SOXX vs XLP
+6.9%
+100.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +2.2% |
| 7D | +1.4% | -1.4% | +2.8% | -0.2% |
| 30D | -3.6% | -2.0% | -1.6% | -5.4% |
| 3M | -10.2% | -1.5% | -8.6% | -10.1% |
| 6M | +54.2% | -0.2% | +54.4% | +54.9% |
| YTD | +75.2% | +8.7% | +66.5% | +93.8% |
| 1Y | +107.5% | +6.3% | +101.2% | +124.3% |
| All | +107.5% | +6.9% | +100.6% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling